EconStor >

Search Results

 
for  

Results 61-70 of 1007.


Item hits:

DateTitle Authors
2005 Myopic Loss Aversion, the Equity Premium Puzzle, and GARCHÅgren, Martin
2005 Predictive density evaluationCorradi, Valentina / Swanson, Norman R.
2005 Autoregressive distributed lag models and cointegrationHassler, Uwe / Wolters, Jürgen
2008 Seasonality with Trend and Cycle Interactions in Unobserved Components ModelsKoopman, Siem Jan / Lee, Kai Ming
2005 A new method for combining detrending techniques with application to business cycle sychchronization of the new EU membersDarvas, Zsolt / Vadas, Gábor
2010 Fractional cointegration in US term spreadsCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2010 Long memory and volatility dynamics in the US dollar exchange rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2005 A simulation based specification test for diffusion processesBhardwaj, Geetesh / Corradi, Valentina / Swanson, Norman R.
2006 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi / Swanson, Norman R.
2011 Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space ModelsKoopman, Siem Jan / Lucas, Andre / Scharth, Marcel

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Next